Price of correlations in stochastic optimization

Operations Research

Volumn 60, Issue 1, 2012, Pages 150-162

  Agrawal, Shipra ^a   Ding, Yichuan ^a   Saberi, Amin ^a   Ye, Yinyu ^a  

^a Stanford University   (United States)

Author keywords

Correlation gap; Cost sharing; Joint distributions; Stochastic optimization; Submodularity

Indexed keywords

ALGORITHMIC COMPLEXITY; CONVEX PROGRAMS; COST SHARING; DETERMINISTIC OPTIMIZATION PROBLEMS; FACILITY LOCATIONS; HIGH-DIMENSIONAL; JOINT DISTRIBUTIONS; MARGINAL DISTRIBUTION; ROBUST MODELS; STEINER TREES; STOCHASTIC DATA; STOCHASTIC OPTIMIZATION PROBLEMS; STOCHASTIC OPTIMIZATIONS; STOCHASTIC PROGRAMMING MODEL; SUBMODULAR FUNCTIONS; SUBMODULARITY; SUPERMODULAR FUNCTIONS; TRANSPORTATION PROBLEM; UPPER BOUND;

COMPUTER PROGRAMMING; COST EFFECTIVENESS; DATA HANDLING; GAME THEORY; OPTIMIZATION; STOCHASTIC SYSTEMS;

STOCHASTIC MODELS;

EID: 84859614949     PISSN: 0030364X     EISSN: 15265463     Source Type: Journal    
DOI: 10.1287/opre.1110.1011     Document Type: Article

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